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Fit Distributions and Neural Networks to Censored and Truncated Data
Description
Define distribution families and fit them to interval-censored and interval-truncated data, where the truncation bounds may depend on the individual observation. The defined distributions feature density, probability, sampling and fitting methods as well as efficient implementations of the log-density log f(x) and log-probability log P(x0 <= X <= x1) for use in 'TensorFlow' neural networks via the 'tensorflow' package. Allows training parametric neural networks on interval-censored and interval-truncated data with flexible parameterization. Applications include Claims Development in Non-Life Insurance, e.g. modelling reporting delay distributions from incomplete data, see Bücher, Rosenstock (2022) <doi:10.1007/s13385-022-00314-4>.
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for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 17.3Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 1.2Mb
libs 13.8Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 17.2Mb
sub-directories of 1Mb or more:
R 2.0Mb
doc 1.2Mb
libs 13.6Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
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NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 17.3Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 1.2Mb
libs 13.8Mb
installed package size
installed size is 17.2Mb
sub-directories of 1Mb or more:
R 2.0Mb
doc 1.2Mb
libs 13.6Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.